+194.6%
AEP vs ACGL
+332.3%
-137.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | +4.5% | +13.1% | -8.6% | +0.8% |
| 3M | +2.8% | +9.8% | -6.9% | -0.1% |
| 6M | -0.7% | +15.3% | -15.9% | -4.9% |
| YTD | +13.8% | +12.7% | +1.1% | +9.4% |
| 1Y | +9.0% | +20.7% | -11.7% | +2.6% |
| 3Y | +83.0% | +34.3% | +48.7% | +64.3% |
| 5Y | +83.3% | +170.6% | -87.3% | +27.7% |
| 10Y | +194.6% | +330.6% | -136.0% | +88.2% |
| All | +194.6% | +332.3% | -137.7% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling